F. Confortola

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Person:303969

Available identifiers

zbMath Open confortola.fulviaMaRDI QIDQ303969

List of research outcomes





PublicationDate of PublicationType
https://portal.mardi4nfdi.de/entity/Q61543682024-02-15Paper
Progressively Enlargement of Filtrations and Control Problems for Step Processes2021-12-23Paper
Optimal control for stochastic Volterra equations with multiplicative Lévy noise2020-05-12Paper
Backward SDEs and infinite horizon stochastic optimal control2020-04-29Paper
BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions2019-09-19Paper
\(L^p\) solution of backward stochastic differential equations driven by a marked point process2018-12-21Paper
Linear-quadratic optimal control under non-Markovian switching2018-03-14Paper
Optimal control of semi-Markov processes with a backward stochastic differential equations approach2017-04-28Paper
Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control2016-08-23Paper
Feedback optimal control for stochastic Volterra equations with completely monotone kernels2015-11-02Paper
Filtering of continuous-time Markov chains with noise-free observation and applications2014-04-25Paper
Optimal control for stochastic heat equation with memory2014-03-11Paper
Backward stochastic differential equations associated to jump Markov processes and applications2014-02-06Paper
Backward stochastic differential equations and optimal control of marked point processes2014-01-27Paper
Optimal control for stochastic Volterra equations with completely monotone kernels2012-08-10Paper
Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension.2009-11-20Paper
Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators2008-09-22Paper
Optimal control of stochastic differential equations with dynamical boundary conditions2008-06-17Paper
Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces2008-04-28Paper
Dissipative backward stochastic differential equations with locally Lipschitz nonlinearity2007-05-03Paper
DISSIPATIVE BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN INFINITE DIMENSIONS2006-05-03Paper
Markovian lifting and optimal control for integral stochastic Volterra equations with completely monotone kernelsN/APaper

Research outcomes over time

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